The supremum of a particular Gaussian field
From MaRDI portal
Publication:794337
DOI10.1214/aop/1176993299zbMath0541.60034OpenAlexW2100980453MaRDI QIDQ794337
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993299
Random fields (60G60) Gaussian processes (60G15) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
Related Items (9)
Boundary crossings and the distribution function of the maximum of Brownian sheet. ⋮ The distribution of the maximum of particular random fields ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Approximating probabilities of first passage in a particular gaussian process ⋮ Importance sampling for spatial scan analysis: computing scan statistic \(p-\)values for marked point processes. ⋮ Small ball probabilities for the Slepian Gaussian fields ⋮ Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square ⋮ Probability tails of Gaussian extrema ⋮ Scan statistics on Enron graphs
This page was built for publication: The supremum of a particular Gaussian field